Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.51% | 97.51 % | 98.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,673 CHF | 489,173 CHF | 91.02% | 91.02% |
12/07/2024 | 0.50% | 100.43 % | 100.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,045 CHF | 503,545 CHF | 78.48% | 78.48% |
11/07/2024 | 0.50% | 100.02 % | 100.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,814 CHF | 502,314 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 99.72 % | 100.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,342 CHF | 500,842 CHF | 94.72% | 94.72% |
09/07/2024 | 0.50% | 99.67 % | 100.17 % | 500,000 | 500,000 | 500,000 | 499,987 | 499,244 CHF | 501,730 CHF | 97.76% | 97.76% |
08/07/2024 | 0.50% | 99.88 % | 100.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,943 CHF | 502,443 CHF | 99.78% | 99.78% |
05/07/2024 | 0.50% | 99.98 % | 100.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,505 CHF | 504,005 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 100.11 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,191 CHF | 502,691 CHF | 98.25% | 98.25% |
03/07/2024 | 0.50% | 99.92 % | 100.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,990 CHF | 501,490 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 499,992 | 496,850 CHF | 499,342 CHF | 100.00% | 100.00% |